Search results

true lilboy and that's where i think most people get that info What I currently do is set audible/popup alarms to let me know 5 minutes before a significant event which allows me to flatten or better manage a position before the news event. I would rather have an applet that had a list of...

Thanks easyrider. Does it update itself automatically with events?

Very easy Kicking: It would update itself from a data base on the web. Trusted users would share information with the data base so the application would also update the data base on the web with new events. (Or all users would share information with the data base and each entry would require...

Thanks easyrider - I thought that there'd already be something out there - seems like such an obvious utility. I was surfing their site but couldn't find any mention of that feature. Do you have a URL that would tell us more about it?

I'm thinking about writing a small applet which would run on the trader's computer and remind them when certain events are about to take place. So it would be no different from any other reminder (like Outlook for example) except that it would be pre-set for a trader and remind them X...

Okay I won't read it then.

Thanks for the quote - I don't have that book but perhaps I should get it.

So what you have heard is that there is an inverse relationship to the volatility experience from Monday to Thursday versus the volatility on the Friday - right? Where did you hear that?

I have often heard it quoted that Expiry Fridays (3rd Friday of each quarter) are more volatile days than usual. What have you heard? In addition to this, does anybody have a link to research that confirms or denounces this "fact"? (In particular I am thinking of the CME index futures here.)

This chart shows how the average volume (averaged per minute over 5 minutes) switches from the current to the next contract in the ES on the rollover day. In this chart we see the switch from the March 2005 to June 2005 contracts. Don't forget that tomorrow (9 June 2005) is rollover day...

Two trades so far this month: 1. Loss of $210 2. Gain of $30 Both are net after commissions. Spreadsheet updated. Cumulative loss this month is $180

:) You've convinced me - I've set aside tomorrow morning to do it...

I clicked on the link you posted to read that thread and then my heart sank when I saw that it was 71 pages long... I wish I had the time...

What do you conclude from the voting results so far (apart from the obvious raw results)?

A limit order is placed 1 tick inside the single print so "on first hit" is the answer. This is a forward test (simulation) to see what stop sizes would be best for this strategy. So far 1 point seems to be good. tighter than that would have taken out some of the most profitable trades I...

Single Print Strategy Spreadsheet updated. Yesterday's trade made $740 net profit ($760 gross) and the cumulative profit for this month is now $2,890. This is almost 15% in the first month (so far). IMHO: not too shabby. (Watch this all fall apart on the last day of trading on Tuesday :))

Up over 10% in first month on this strategy so far. 1 day of trading with this strategy left. Next month I will probably change the rules and reset the account to zero. I want to make this strategy more accessible to the smaller trader and so will start testing a strategy with a smaller...

Single Print Strategy Spreasheet updated. Yesterday's trade made $870 net profit ($890 gross) and the cumulative profit for this month is now $2,150

Cumulative profit now $680 after 9 trades this month using 4 contracts per trade with an assumed capital start of $20,000 which allows $5,000 per contract margin.

Yesterday's trade lost $420 and today's made $280. Gross -$400 and +$300 and commission on each $20. I will keep this spreasheet updated with the details of the strategy. And post to this thread when I update the sheet. That way you can see the summary sheet and trade details etc...